Sophis adds credit derivatives pricing to risk platform
Sophis, a risk management technology vendor based in Paris, has enhanced its 'Risque 'portfolio and risk management system with added credit derivatives pricing and risk management capabilities.
The credit default swaps module also offers multi-currency credit curves. Risque users can shock CDS rates, default probabilities or recovery rates, and output results as sensitivities or hedge notional credit derivatives.
Sophis said a number of its clients are already using the CDS module, but declined to name them.
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